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Trade: WAVES/USDT/240/ALMA/LINREG/9337

Strategy
WAVES/USDT/240/ALMA/LINREG/9337
Pair
WAVES_USDT
Interval
4h
Score
347682
Daily Profit
0.234064
Profit Factor
2.432116
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 14:31
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471079.8194 462510.2574 8569.562 45373.9816 352484.2344 -307110.2528
Total P&L (%) 471.0798 462.5103 8.5696 45.374 352.4842 -307.1103
Avg Daily Profit (%) 0.2384 0.2341 0.0043 0.0189 0.0764 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214777 -147363 -89457 -2212074 -1617183 -827459
Profit Factor 1.6895 2.4321 1.0238 1.0083 1.1184 0.8757
Total Trades 80 40 40 80 40 40
Winning Trades 33 17 16 33 17 16
Losing Trades 47 23 24 47 23 24
Profitability (%) 41.25 42.5 40 41.25 42.5 40
Ratio Avg Win / Avg Loss 2.4062 3.2905 1.5357 1.4361 1.5132 1.3135
Largest Winning Trade 175713 175713 66404 915393 838225 915393
Largest Losing Trade -71098 -50780 -71098 -1164858 -1164858 -495866
Avg Bars in Trades 144 129 160 144 129 160
Avg Bars in Winners 261 227 297 261 227 297
Avg Bars in Losers 63 57 69 63 57 69
Bars Traded 11595 5176 6419 11595 5176 6419
Profit Streak 0 0 661.4805 0 0 661.4805
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16030 347682 -548957 -407845 -182924 -582014

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550088000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886314829,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 49,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            471079.8193832418,
            462510.2573556391,
            8569.562027603,
            45373.9816025058,
            352484.2343927455,
            -307110.2527902402
        ],
        [
            471.079819,
            462.510257,
            8.569562,
            45.373982,
            352.484234,
            -307.110253
        ],
        [
            0.238401,
            0.234064,
            0.004337,
            0.018936,
            0.076425,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214777,
            -147363,
            -89457,
            -2212074,
            -1617183,
            -827459
        ],
        [
            1.689476,
            2.432116,
            1.023785,
            1.008332,
            1.118442,
            0.875651
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            41.25,
            42.5,
            40,
            41.25,
            42.5,
            40
        ],
        [
            2.406223,
            3.29051,
            1.535678,
            1.436109,
            1.513186,
            1.313476
        ],
        [
            175713,
            175713,
            66404,
            915393,
            838225,
            915393
        ],
        [
            -71098,
            -50780,
            -71098,
            -1164858,
            -1164858,
            -495866
        ],
        [
            144,
            129,
            160,
            144,
            129,
            160
        ],
        [
            261,
            227,
            297,
            261,
            227,
            297
        ],
        [
            63,
            57,
            69,
            63,
            57,
            69
        ],
        [
            11595,
            5176,
            6419,
            11595,
            5176,
            6419
        ],
        [
            0,
            0,
            661.480496,
            0,
            0,
            661.480496
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16030,
            347682,
            -548957,
            -407845,
            -182924,
            -582014
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550088000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886314829,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 49,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)